Many unrelated plants go by the common name sandbur, pretty much anything that produces spiny seedheads and grows in dry/sandy areas will do.
Tribulus terrestris, the plant we are talking about here, gets called Texas sandbur because the burs vaguely resemble the head of a longhorn cow, or a goat, depending on where your imagination takes you. It gets called puncture vine because it produces long trailing stems and the two long spines on each bur are amazingly tough. They are absolute hell on bicycle tires. Personally though, I'd rather deal with Tribulus terrestris than a lot of other types of "sandburs", like say Cenchrus longispinus. At least the spines on Tribulus aren't barbed.